Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 1.90% 0.67 CHF 0.68 CHF 250'000 250'000 129'953 129'424 86'349 CHF 87'538 CHF 99.35% 99.35%
19.11.2024 1.79% 0.64 CHF 0.65 CHF 250'000 250'000 130'199 129'665 84'868 CHF 85'979 CHF 98.53% 98.53%
18.11.2024 1.90% 0.69 CHF 0.70 CHF 250'000 250'000 129'703 129'169 90'797 CHF 92'034 CHF 98.70% 98.70%
15.11.2024 1.57% 0.68 CHF 0.69 CHF 250'000 250'000 130'920 130'401 89'944 CHF 90'973 CHF 95.98% 95.98%
14.11.2024 1.53% 0.71 CHF 0.72 CHF 250'000 250'000 129'502 129'502 93'413 CHF 94'808 CHF 99.02% 99.02%
13.11.2024 1.55% 0.72 CHF 0.73 CHF 250'000 250'000 135'037 134'831 95'069 CHF 96'361 CHF 88.81% 88.81%
12.11.2024 1.63% 0.70 CHF 0.71 CHF 250'000 250'000 131'011 130'462 91'964 CHF 93'014 CHF 95.92% 95.92%
11.11.2024 1.75% 0.70 CHF 0.71 CHF 250'000 250'000 129'857 129'327 86'827 CHF 87'920 CHF 99.23% 99.23%
08.11.2024 1.84% 0.63 CHF 0.64 CHF 250'000 250'000 131'313 129'726 80'145 CHF 80'591 CHF 98.36% 98.36%
07.11.2024 1.81% 0.61 CHF 0.62 CHF 250'000 250'000 132'001 130'554 81'051 CHF 81'593 CHF 97.20% 97.20%

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